+66.6%
SPY vs IBIT
+61.9%
+4.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | +0.1% | +3.0% | -2.9% | -0.3% |
| 30D | +0.1% | +23.1% | -23.1% | -2.7% |
| 3M | +2.0% | +25.6% | -23.6% | -1.2% |
| 6M | +13.0% | +9.1% | +3.9% | +11.3% |
| YTD | +13.5% | -8.9% | +22.4% | +13.9% |
| 1Y | +20.0% | -27.5% | +47.4% | +23.4% |
| All | +66.6% | +61.9% | +4.7% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBIT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling